We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-6.57%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.3B
AUM Growth
+$107M
Cap. Flow
+$4.42B
Cap. Flow %
8.61%
Top 10 Hldgs %
13.91%
Holding
4,094
New
122
Increased
1,836
Reduced
1,289
Closed
833

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$555M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$148M
3
META icon
Meta Platforms (Facebook)
META
+$114M
4
PYPL icon
PayPal
PYPL
+$111M
5
JPM icon
JPMorgan Chase
JPM
+$104M

Top Sells

Rank Stock Value
1
DTV
DIRECTV COM STK (DE)
DTV
+$131M
2
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
+$91.1M
3
VNQ icon
Vanguard Real Estate ETF
VNQ
+$77.8M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$66.5M
5
MDT icon
Medtronic
MDT
+$49.5M

Sector Composition

Rank Sector Weight
1 Financials 14.87%
2 Healthcare 13.45%
3 Technology 12.87%
4 Consumer Discretionary 9.33%
5 Industrials 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DF
2126
DELISTED
Dean Foods Company
DF
$1.35M ﹤0.01%
81,498
+8,891
+12% +$152K
NCZ
2127
Virtus Convertible & Income Fund II
NCZ
$286M
$1.34M ﹤0.01%
+63,657
New +$1.66M
EHTH icon
2128
eHealth
EHTH
$42.5M
$1.34M ﹤0.01%
104,845
+29,298
+39% +$416K
SMTC icon
2129
Semtech
SMTC
$10.2B
$1.34M ﹤0.01%
88,921
+5,753
+7% +$98.9K
FRP
2130
DELISTED
Fairpoint Communications, Inc.
FRP
$1.34M ﹤0.01%
87,126
+18,008
+26% +$305K
UPL
2131
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$1.34M ﹤0.01%
209,944
+71,420
+52% +$565K
AWF
2132
AllianceBernstein Global High Income Fund
AWF
$871M
$1.34M ﹤0.01%
121,011
+55,462
+85% +$639K
INN
2133
Summit Hotel Properties
INN
$770M
$1.34M ﹤0.01%
114,439
+3,264
+3% +$41.7K
BGFV
2134
DELISTED
Big 5 Sporting Goods
BGFV
$1.33M ﹤0.01%
128,100
+25,866
+25% +$312K
SSI
2135
DELISTED
Stage Stores Inc
SSI
$1.33M ﹤0.01%
134,875
-37,800
-22% -$541K
ADUS icon
2136
Addus HomeCare
ADUS
$2.23B
$1.33M ﹤0.01%
42,582
-12,764
-23% -$374K
EGL
2137
DELISTED
Engility Holdings, Inc.
EGL
$1.32M ﹤0.01%
51,106
-29,682
-37% -$771K
HOPE icon
2138
Hope Bancorp
HOPE
$1.81B
$1.32M ﹤0.01%
87,693
-2,706
-3% -$40.5K
DRYS
2139
DELISTED
DryShips Inc. Common Stock
DRYS
$1.32M ﹤0.01%
1
– –
IAU icon
2140
iShares Gold Trust
IAU
$63.7B
$1.31M ﹤0.01%
61,000
+27,003
+79% +$587K
KS
2141
DELISTED
KapStone Paper and Pack Corp.
KS
$1.31M ﹤0.01%
79,538
-2,749
-3% -$60.1K
KWR icon
2142
Quaker Houghton
KWR
$2.58B
$1.31M ﹤0.01%
16,993
+615
+4% +$50.8K
AUY
2143
DELISTED
Yamana Gold, Inc.
AUY
$1.31M ﹤0.01%
768,926
+269,620
+54% +$551K
ROG icon
2144
Rogers Corp
ROG
$2.14B
$1.3M ﹤0.01%
24,548
+18
+0.1% +$1.01K
PIV
2145
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$1.3M ﹤0.01%
59,083
-12,414
-17% -$274K
ACRE
2146
Ares Commercial Real Estate
ACRE
$245M
$1.3M ﹤0.01%
108,573
+22,226
+26% +$273K
ATSG
2147
DELISTED
Air Transport Services Group
ATSG
$1.3M ﹤0.01%
152,024
+352
+0.2% +$3.37K
GG
2148
DELISTED
Goldcorp Inc
GG
$1.3M ﹤0.01%
103,700
+31,086
+43% +$435K
SRCE icon
2149
1st Source
SRCE
$2.19B
$1.3M ﹤0.01%
42,110
+2,242
+6% +$68.6K
PLOW icon
2150
Douglas Dynamics
PLOW
$1.01B
$1.3M ﹤0.01%
65,232
-4,336
-6% -$92.1K
84 85
86
87 88

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q3 2015 Portfolio in Review

As of Q3 2015, Parametric Portfolio Associates held 4,094 positions worth $51.3B, up 0.21% from $51.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $4.42B of net new capital in Q3 2015, opening 122 new positions and adding to 1,836 existing holdings. Its largest new stake was PayPal: 3,096,686 shares worth $96.1M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Vanguard Real Estate ETF, an estimated $77.8M trimmed.

  • Parametric Portfolio Associates's largest Q3 2015 buy was PayPal: 3,096,686 shares worth $96.1M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2015, an estimated $555M increase.
  • Parametric Portfolio Associates's biggest Q3 2015 reduction was Vanguard Real Estate ETF, cutting an estimated $77.8M.
  • Parametric Portfolio Associates fully exited DIRECTV COM STK (DE) in Q3 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $51.3B portfolio in Q3 2015.
  • Parametric Portfolio Associates opened 122 new positions and closed 833 in Q3 2015.
  • Parametric Portfolio Associates's portfolio value rose 0.21% quarter-over-quarter to $51.3B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2015, filed 16 Nov 2015.